Angels is a Nato standard brevity code for "thousands of feet". There's also Cherubs which is height of a friendly aircraft in hundreds of feet (https://en.wikipedia.org/wiki/Multiservice_tactical_brevity_...).

Generally, you'll use flight levels until either you hit the transition level specified in the approach plate or ATC clears you beneath that level, at which point they'll switch to using feet and give you the QNH (atmospheric pressure at sea level) to calibrate your altimeter.

For example, the ILS/DME approach for 26L at Gatwick has a transition of 6000 ft (http://www.ead.eurocontrol.int/eadbasic/pamslight-48EDD962FD...)